+85.2%
F vs LHX
+231.6%
-146.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -3.7% | -4.8% | +1.1% | -1.9% |
| 30D | -0.7% | -12.7% | +12.0% | +4.5% |
| 3M | -1.9% | -17.6% | +15.8% | +4.9% |
| 6M | +16.1% | -30.7% | +46.8% | +32.7% |
| YTD | +9.5% | -14.3% | +23.8% | +14.3% |
| 1Y | +27.2% | -8.4% | +35.6% | +28.8% |
| 3Y | +36.3% | +56.7% | -20.4% | +8.6% |
| 5Y | +49.3% | +18.5% | +30.8% | +29.9% |
| All | +85.2% | +231.6% | -146.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling